Summary
Perpl is a high-performance, orderbook-based perpetuals DEX launching on Monad.
We’re backed by top crypto-native investors and building the next evolution of on-chain trading—one that combines CEX-level performance with DeFi composability and transparency.
Our mission is to bring the speed, efficiency, and capital depth of traditional finance on-chain, without compromise. Built on Monad, the first high-throughput EVM chain with parallel execution, Perpl enables traders and LPs to operate in a fully permissionless, transparent environment with zero slippage and deep liquidity.
The Opportunity
Perpl is seeking a Quantitative Researcher to join its London-based team. In this role, you will:
- Design and implement quantitative trading models for both market making and directional strategies in on-chain perpetuals markets
- Apply statistical techniques to develop short-term alpha signals, with time horizons ranging from milliseconds to minutes
- Lead research efforts to improve signal generation, execution logic, and strategy robustness through extensive backtesting
- Analyze orderbook and transaction-level data across a range of trading pairs and market conditions to identify inefficiencies
- Run agent-based simulations to evaluate market structure and the behavior of LP vaults
- Collaborate with protocol engineering and smart contract teams to optimize vault mechanics and trading systems
- Improve and maintain internal research infrastructure in Python and optionally in C++
Qualifications
Required
- Bachelor’s or higher degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative field
- Advanced proficiency in Python for data analysis, research, and prototyping
- Strong foundation in probability theory, statistics, and time series analysis
- Demonstrated ability to work with large datasets and derive actionable insights from noisy financial data
- High agency and self-direction, with a bias toward shipping and iteration
- Interest in decentralized finance, trading systems, and market structure
Quant Trading Track
- Experience designing and deploying market making or directional trading strategies in a production setting
- Familiarity with high-frequency or medium-frequency strategy development, especially on CLOBs
Quant Research Track
- Experience developing machine learning models or statistical pipelines for financial data
- Experience with backtesting frameworks, model retraining pipelines, or research tooling
Preferred
- Prior experience in market making or quantitative trading, particularly in crypto or DeFi
- Familiarity with smart contract mechanics and decentralized exchanges
- Knowledge of C++ or Rust
- Track record in quantitative competitions (e.g., math olympiads, Kaggle, trading competitions)
- Exposure to Monad or other high-performance EVM-compatible chains
Why Join Perpl
- Opportunity to shape the future of on-chain trading on a novel, high-performance EVM L1
- High-impact role with direct influence on protocol design and capital strategy
- Fast-paced, collaborative culture with no legacy systems or bureaucracy
- Competitive compensation with significant token upside
- Flexible work environment with a primary office in London; relocation support available for strong candidates
